+567.7%
DVA vs VIG
+614.0%
-46.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +2.0% |
| 7D | +2.0% | -1.2% | +3.2% | +2.9% |
| 30D | -0.4% | -2.8% | +2.5% | +1.8% |
| 3M | -7.7% | +2.5% | -10.1% | -9.4% |
| 6M | +20.0% | +8.1% | +11.9% | +12.8% |
| YTD | +61.1% | +9.6% | +51.5% | +49.5% |
| 1Y | +33.9% | +14.2% | +19.7% | +20.3% |
| 3Y | +91.5% | +56.1% | +35.4% | +34.9% |
| 5Y | +41.8% | +62.8% | -21.1% | -4.3% |
| 10Y | +187.5% | +248.2% | -60.7% | +9.9% |
| All | +567.7% | +614.0% | -46.4% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling